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| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/08/20 | 23.800% | 25422.06 | 17.250% | 17.148% | +6.652% | 17.148% | +6.652% |
| 31/08/20 | 24.370% | 25177.05 | 17.698% | 17.258% | +7.112% | 21.368% | +3.002% |
| 01/09/20 | 23.690% | 25184.85 | 15.857% | 17.014% | +6.676% | 20.926% | +2.764% |
| 02/09/20 | 23.130% | 25120.09 | 15.605% | 16.728% | +6.402% | 20.438% | +2.692% |
| 03/09/20 | 22.920% | 25007.60 | 15.615% | 16.405% | +6.515% | 19.909% | +3.011% |
| 04/09/20 | 25.070% | 24695.45 | 15.520% | 16.059% | +9.011% | 19.357% | +5.713% |
| 07/09/20 | 25.300% | 24589.65 | 15.561% | 15.632% | +9.668% | 18.456% | +6.844% |
| 08/09/20 | 24.300% | 24624.34 | 13.406% | 15.141% | +9.159% | 17.753% | +6.547% |
| 09/09/20 | 23.990% | 24468.93 | 12.454% | 14.511% | +9.479% | 16.895% | +7.095% |
| 10/09/20 | 22.740% | 24313.54 | 12.555% | 13.899% | +8.841% | 16.068% | +6.672% |
| 11/09/20 | 21.430% | 24503.31 | 12.958% | 13.387% | +8.043% | 15.366% | +6.064% |
| 14/09/20 | 20.190% | 24640.28 | 13.027% | 12.880% | +7.310% | 14.467% | +5.723% |
| 15/09/20 | 19.460% | 24732.76 | 13.139% | 12.826% | +6.634% | 14.301% | +5.159% |
| 16/09/20 | 19.600% | 24725.63 | 12.812% | 12.898% | +6.702% | 14.275% | +5.325% |
| 17/09/20 | 21.240% | 24340.85 | 12.842% | 12.956% | +8.284% | 14.233% | +7.007% |
| 18/09/20 | 20.420% | 24455.41 | 12.272% | 12.818% | +7.602% | 13.976% | +6.444% |
| 21/09/20 | 22.860% | 23950.69 | 12.656% | 12.744% | +10.116% | 13.581% | +9.279% |
| 22/09/20 | 23.750% | 23716.85 | 12.772% | 12.671% | +11.079% | 13.399% | +10.351% |
| 23/09/20 | 22.640% | 23742.51 | 12.876% | 12.683% | +9.957% | 13.308% | +9.332% |
| 24/09/20 | 23.290% | 23311.07 | 13.443% | 12.804% | +10.486% | 13.330% | +9.960% |
| 25/09/20 | 23.490% | 23235.42 | 13.377% | 13.025% | +10.465% | 13.453% | +10.037% |
| 28/09/20 | 23.530% | 23476.05 | 13.696% | 13.233% | +10.297% | 13.342% | +10.188% |
| 29/09/20 | 23.590% | 23275.53 | 13.798% | 13.438% | +10.152% | 13.438% | +10.152% |
| 30/09/20 | 22.260% | 23459.05 | 14.353% | 13.734% | +8.526% | 17.005% | +5.255% |
| 05/10/20 | 22.800% | 23767.78 | 15.327% | 14.110% | +8.690% | 16.892% | +5.908% |
| 06/10/20 | 21.490% | 23980.65 | 15.078% | 14.450% | +7.040% | 17.180% | +4.310% |
| 07/10/20 | 21.230% | 24242.86 | 15.552% | 14.822% | +6.408% | 17.500% | +3.730% |
| 08/10/20 | 21.200% | 24193.35 | 15.542% | 15.171% | +6.029% | 17.787% | +3.413% |
| 09/10/20 | 20.570% | 24119.13 | 15.470% | 15.394% | +5.176% | 17.923% | +2.647% |
| 12/10/20 | 20.930% | 24649.68 | 17.158% | 15.760% | +5.170% | 17.961% | +2.969% |
| 14/10/20 | 20.770% | 24667.09 | 16.839% | 16.112% | +4.658% | 18.097% | +2.673% |
| 15/10/20 | 21.430% | 24158.54 | 18.121% | 16.626% | +4.804% | 18.538% | +2.892% |
| 16/10/20 | 21.210% | 24386.79 | 18.395% | 17.196% | +4.014% | 19.033% | +2.177% |
| 19/10/20 | 21.770% | 24542.26 | 18.553% | 17.813% | +3.957% | 19.276% | +2.494% |
| 20/10/20 | 21.540% | 24569.54 | 17.774% | 17.936% | +3.604% | 19.262% | +2.278% |
| 21/10/20 | 21.520% | 24754.42 | 17.815% | 18.132% | +3.388% | 19.323% | +2.197% |
| 22/10/20 | 21.860% | 24786.13 | 16.644% | 17.836% | +4.024% | 18.862% | +2.998% |
| 23/10/20 | 22.050% | 24918.78 | 16.525% | 17.462% | +4.588% | 18.323% | +3.727% |
| 27/10/20 | 23.260% | 24787.19 | 16.658% | 17.083% | +6.177% | 17.364% | +5.896% |
| 28/10/20 | 23.800% | 24708.80 | 15.993% | 16.727% | +7.073% | 16.864% | +6.936% |
| 29/10/20 | 24.970% | 24586.60 | 16.231% | 16.410% | +8.560% | 16.410% | +8.560% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/08/20 | 24.950% | 10182.83 | 14.804% | 14.798% | +10.152% | 14.798% | +10.152% |
| 31/08/20 | 25.820% | 9991.48 | 16.248% | 15.091% | +10.729% | 18.685% | +7.135% |
| 01/09/20 | 25.380% | 10013.32 | 14.814% | 15.100% | +10.280% | 18.573% | +6.807% |
| 02/09/20 | 24.200% | 10000.96 | 14.565% | 15.061% | +9.139% | 18.400% | +5.800% |
| 03/09/20 | 23.620% | 9940.13 | 14.639% | 15.014% | +8.606% | 18.221% | +5.399% |
| 04/09/20 | 25.740% | 9883.98 | 14.155% | 14.884% | +10.856% | 17.941% | +7.799% |
| 07/09/20 | 26.070% | 9764.82 | 14.613% | 14.557% | +11.513% | 17.188% | +8.882% |
| 08/09/20 | 24.670% | 9830.39 | 13.536% | 14.302% | +10.368% | 16.768% | +7.902% |
| 09/09/20 | 24.670% | 9728.52 | 13.607% | 14.110% | +10.560% | 16.428% | +8.242% |
| 10/09/20 | 23.110% | 9683.75 | 13.598% | 13.902% | +9.208% | 16.071% | +7.039% |
| 11/09/20 | 21.890% | 9752.50 | 14.020% | 13.875% | +8.015% | 15.926% | +5.964% |
| 14/09/20 | 20.910% | 9806.64 | 13.771% | 13.706% | +7.204% | 15.395% | +5.515% |
| 15/09/20 | 20.240% | 9829.07 | 13.828% | 13.765% | +6.475% | 15.348% | +4.892% |
| 16/09/20 | 20.170% | 9845.79 | 13.310% | 13.705% | +6.465% | 15.169% | +5.001% |
| 17/09/20 | 21.580% | 9732.15 | 12.699% | 13.526% | +8.054% | 14.859% | +6.721% |
| 18/09/20 | 20.740% | 9803.10 | 13.016% | 13.325% | +7.415% | 14.529% | +6.211% |
| 21/09/20 | 23.140% | 9640.42 | 13.290% | 13.229% | +9.911% | 14.098% | +9.042% |
| 22/09/20 | 24.140% | 9576.81 | 13.204% | 13.104% | +11.036% | 13.857% | +10.283% |
| 23/09/20 | 23.290% | 9558.78 | 13.221% | 13.086% | +10.204% | 13.731% | +9.559% |
| 24/09/20 | 24.520% | 9371.19 | 13.893% | 13.325% | +11.195% | 13.872% | +10.648% |
| 25/09/20 | 24.790% | 9302.59 | 13.899% | 13.502% | +11.288% | 13.945% | +10.845% |
| 28/09/20 | 25.040% | 9383.40 | 12.864% | 13.416% | +11.624% | 13.527% | +11.513% |
| 29/09/20 | 24.750% | 9281.52 | 13.070% | 13.389% | +11.361% | 13.389% | +11.361% |
| 30/09/20 | 23.300% | 9397.37 | 14.217% | 13.589% | +9.711% | 16.825% | +6.475% |
| 05/10/20 | 23.930% | 9447.99 | 14.396% | 13.689% | +10.241% | 16.388% | +7.542% |
| 06/10/20 | 22.470% | 9537.49 | 14.854% | 13.880% | +8.590% | 16.503% | +5.967% |
| 07/10/20 | 22.100% | 9629.29 | 14.788% | 14.265% | +7.835% | 16.843% | +5.257% |
| 08/10/20 | 21.940% | 9624.48 | 14.483% | 14.548% | +7.392% | 17.057% | +4.883% |
| 09/10/20 | 21.340% | 9617.85 | 14.195% | 14.543% | +6.797% | 16.933% | +4.407% |
| 12/10/20 | 22.330% | 9878.74 | 16.953% | 15.055% | +7.275% | 17.157% | +5.173% |
| 14/10/20 | 22.440% | 9920.77 | 16.637% | 15.411% | +7.029% | 17.310% | +5.130% |
| 15/10/20 | 23.040% | 9762.28 | 17.332% | 15.920% | +7.120% | 17.751% | +5.289% |
| 16/10/20 | 23.090% | 9914.90 | 18.066% | 16.637% | +6.453% | 18.413% | +4.677% |
| 19/10/20 | 23.790% | 9978.16 | 18.125% | 17.423% | +6.367% | 18.854% | +4.936% |
| 20/10/20 | 23.670% | 9988.33 | 17.800% | 17.592% | +6.078% | 18.892% | +4.778% |
| 21/10/20 | 23.710% | 10077.78 | 17.690% | 17.803% | +5.907% | 18.972% | +4.738% |
| 22/10/20 | 24.080% | 10085.18 | 17.043% | 17.745% | +6.335% | 18.765% | +5.315% |
| 23/10/20 | 24.320% | 10125.59 | 17.014% | 17.534% | +6.786% | 18.398% | +5.922% |
| 27/10/20 | 26.090% | 10003.10 | 17.780% | 17.465% | +8.625% | 17.752% | +8.338% |
| 28/10/20 | 26.780% | 9963.36 | 17.060% | 17.317% | +9.463% | 17.460% | +9.320% |
| 29/10/20 | 27.650% | 9955.46 | 17.097% | 17.199% | +10.451% | 17.199% | +10.451% |